Just created a blog-its day 4 today. So far we are both doing pretty good.
I have named my filly (8561) Keeta. She started out very fearful and always ran or hid in a corner when I went into her pen. Since then we have progressed to me being able to go into her pen, and, after she makes a couple laps of her pen, she stops by the panel wall and waits for me to come up and rub her all over.
Her uncomfortable spots are the point of her shoulder and past the front half of her neck (she doesn't want me to touch that beautiful face after all-I might eat it!!) She is settling in well, and has discovered that shelter is good because it is shady and the flies leave you alone when you are in the dark. 
She has also figured out the automatic waterer!! And she much prefers it to a small trough. She got her halter off Tuesday, and I was able to get it back on that night, which was good. She has started following small tugs to the side, so maybe we'll be leading by the end of the week (just jinxed myself!!)
I'll have Rylee post later!!